riak-backtests / backtest.py
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v0.1: 5 historical backtest cases + scoring script + dataset card
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#!/usr/bin/env python3
"""Backtest Riak's predictions against historical scenarios with known outcomes.
Each case in backtests/*.json describes a real historical episode and the kind of
outcome that actually materialised (as keyword alternatives). The engine runs
fully offline (deterministic rule-based mode) and we score:
- hit@6 : does any of the top-6 predicted outcomes match an expected keyword?
- Brier : (1 - p)^2 where p = probability of the best-matching predicted node
(0 = perfect; lower is better)
Usage:
python3 backtest.py # run all cases, print a report table
python3 backtest.py -v # also print the matching node per case
This is a reporting tool, not a gate: it always exits 0 unless something crashes.
"""
from __future__ import annotations
import json
import os
import re
import sys
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
# force offline mode: backtests must be deterministic and network-free
for var in ("LLM_BASE_URL", "LLM_MODEL_NAME", "LLM_API_KEY"):
os.environ.pop(var, None)
from engine import causal # noqa: E402
CASES_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), "backtests")
def _match_prob(web: dict, patterns: list[str]) -> tuple[float, str]:
"""Highest-probability node whose text matches any expected pattern."""
best_p, best_t = 0.0, ""
for n in web["nodes"]:
if any(re.search(pat, n["text"], re.I) for pat in patterns):
if n.get("probability", 0.0) > best_p:
best_p, best_t = n["probability"], n["text"]
return best_p, best_t
def run_case(case: dict, verbose: bool = False) -> dict:
lang = case.get("lang", "en")
web = causal.build_web(case["seed_text"], int(case.get("seed", 42)),
case.get("config") or {"branching": 5, "depth": 3, "max_nodes": 300},
lang=lang)
pred = causal.predict(web, lang=lang)
patterns = case["expect_any"]
p_exp, match_text = _match_prob(web, patterns)
top_texts = [o["text"] for o in pred.get("top_outcomes", [])]
hit = any(re.search(pat, t, re.I) for t in top_texts for pat in patterns)
brier = (1.0 - p_exp) ** 2
row = {"name": case["name"], "p_expected": round(p_exp, 3),
"hit_at_6": hit, "brier": round(brier, 3), "match": match_text}
if verbose:
row["top_outcomes"] = top_texts
return row
def main() -> int:
verbose = "-v" in sys.argv or "--verbose" in sys.argv
cases = []
for fn in sorted(os.listdir(CASES_DIR)):
if fn.endswith(".json"):
with open(os.path.join(CASES_DIR, fn), encoding="utf-8") as f:
cases.append(json.load(f))
if not cases:
print("no backtest cases found in", CASES_DIR)
return 0
rows = []
for case in cases:
try:
rows.append(run_case(case, verbose=verbose))
except Exception as exc: # noqa: BLE001 — report and continue
rows.append({"name": case.get("name", "?"), "p_expected": 0.0,
"hit_at_6": False, "brier": 1.0, "match": f"ERROR: {exc}"})
print(f"\nRiak backtest — {len(rows)} historical scenario(s), offline rule-based mode\n")
print(f"{'scenario':<42} {'P(expected)':>11} {'hit@6':>6} {'Brier':>7}")
print("-" * 70)
for r in rows:
print(f"{r['name'][:42]:<42} {r['p_expected']:>11.3f} "
f"{('yes' if r['hit_at_6'] else 'no'):>6} {r['brier']:>7.3f}")
if verbose and r.get("match"):
print(f"{'':<42} └─ {r['match'][:60]}")
print("-" * 70)
hits = sum(1 for r in rows if r["hit_at_6"])
mean_brier = sum(r["brier"] for r in rows) / len(rows)
print(f"hit@6: {hits}/{len(rows)} ({round(100 * hits / len(rows))}%) "
f"mean Brier: {mean_brier:.3f} (0.0 = perfect, 0.25 = coin flip)\n")
return 0
if __name__ == "__main__":
raise SystemExit(main())